Cite
HARVARD Citation
Zhao, R. et al. (2020). The externalities of credit default swaps on stock return synchronicity. Journal of futures markets. 40 (1), pp. 92-125. [Online].
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Zhao, R. et al. (2020). The externalities of credit default swaps on stock return synchronicity. Journal of futures markets. 40 (1), pp. 92-125. [Online].